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Trade: ZIL/USDT/120/MIDPRICE/SWMA/5373

Strategy
ZIL/USDT/120/MIDPRICE/SWMA/5373
Pair
ZIL_USDT
Interval
2h
Score
372261
Daily Profit
0.300201
Profit Factor
1.467916
Profitability
43.597561
Streak
0.000000
Best Strategy
Training Data Length
2082.580000
Evaluation Time
2025-10-01 11:01
Expiration Time
2025-12-15 07:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 625193.2799 536716.8964 88476.3835 757419.1981 876764.6638 -119345.4657
Total P&L (%) 625.1933 536.7169 88.4764 757.4192 876.7647 -119.3455
Avg Daily Profit (%) 0.3002 0.2577 0.0425 0.1032 0.1095 0
Buy And Hold Return (%) 73.7896 73.7896 73.7896 73.7896 73.7896 73.7896
Max Trade Drawdown -135663 -115128 -125984 -3383585 -2973033 -2214515
Profit Factor 1.4679 1.7801 1.1365 1.0393 1.0869 0.987
Total Trades 328 164 164 328 164 164
Winning Trades 143 68 75 143 68 75
Losing Trades 185 96 89 185 96 89
Profitability (%) 43.5976 41.4634 45.7317 43.5976 41.4634 45.7317
Ratio Avg Win / Avg Loss 1.8991 2.5131 1.3487 1.3445 1.5345 1.1713
Largest Winning Trade 108406 108406 54050 1985974 1985974 752591
Largest Losing Trade -63897 -28009 -63897 -1041800 -1041800 -1012771
Avg Bars in Trades 74 67 82 74 67 82
Avg Bars in Winners 92 79 103 92 79 103
Avg Bars in Losers 61 59 63 61 59 63
Bars Traded 24523 11069 13454 24523 11069 13454
Profit Streak 0 0 12.6677 0 0 12.6677
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 372261 320068 -311124 -232833 -173224 -579854
Evaluation Data
{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24991,
    "evaluation_days": 2082.58,
    "actual_first_datapoint_time": 1579298400000,
    "first_datapoint_time": 1580500800000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759305687181,
    "expiration_time": 1765776067200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            625193.2799015766,
            536716.8963850723,
            88476.3835165045,
            757419.1981018162,
            876764.6638493951,
            -119345.4657475792
        ],
        [
            625.19328,
            536.716896,
            88.476384,
            757.419198,
            876.764664,
            -119.345466
        ],
        [
            0.300201,
            0.257717,
            0.042484,
            0.103231,
            0.109495,
            0
        ],
        [
            73.789649,
            73.789649,
            73.789649,
            73.789649,
            73.789649,
            73.789649
        ],
        [
            -135663,
            -115128,
            -125984,
            -3383585,
            -2973033,
            -2214515
        ],
        [
            1.467916,
            1.780114,
            1.136511,
            1.039288,
            1.086913,
            0.987015
        ],
        [
            328,
            164,
            164,
            328,
            164,
            164
        ],
        [
            143,
            68,
            75,
            143,
            68,
            75
        ],
        [
            185,
            96,
            89,
            185,
            96,
            89
        ],
        [
            43.597561,
            41.463415,
            45.731707,
            43.597561,
            41.463415,
            45.731707
        ],
        [
            1.899052,
            2.513102,
            1.34866,
            1.344534,
            1.534466,
            1.171257
        ],
        [
            108406,
            108406,
            54050,
            1985974,
            1985974,
            752591
        ],
        [
            -63897,
            -28009,
            -63897,
            -1041800,
            -1041800,
            -1012771
        ],
        [
            74,
            67,
            82,
            74,
            67,
            82
        ],
        [
            92,
            79,
            103,
            92,
            79,
            103
        ],
        [
            61,
            59,
            63,
            61,
            59,
            63
        ],
        [
            24523,
            11069,
            13454,
            24523,
            11069,
            13454
        ],
        [
            0,
            0,
            12.667676,
            0,
            0,
            12.667676
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            372261,
            320068,
            -311124,
            -232833,
            -173224,
            -579854
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZIL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24991,
    "evaluation_days": 2082.58,
    "actual_first_datapoint_time": 1579298400000,
    "first_datapoint_time": 1580500800000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759305687181,
    "expiration_time": 1765776067200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)